+86.7%
NOK vs ALLY
+1.6%
+85.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.6% |
| 7D | -1.8% | +3.7% | -5.4% | -2.8% |
| 30D | +4.7% | -2.3% | +7.0% | +5.4% |
| 3M | -39.7% | +3.8% | -43.5% | -40.3% |
| 6M | +23.1% | +9.7% | +13.4% | +19.2% |
| YTD | +55.0% | -1.4% | +56.4% | +54.5% |
| 1Y | +118.0% | +8.2% | +109.8% | +110.5% |
| 3Y | +170.5% | +66.5% | +104.0% | +120.0% |
| All | +86.7% | +1.6% | +85.1% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling